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Dynamic Granger-causal networks of electricity spot prices: A novel approach to market integration
3 references·0 citing·14 second hop
Dynamic Granger-causal networks of electricity spot prices: A novel approach to market integration (2014)Dynamic Granger-causal networks of electr…Integration and shock transmissions across European electricity forward markets (2009)Integration and shock transmi…Measurement of Linear Dependence and Feedback Between Multiple Time Series (1982)Measurement of Linear Depende…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Causal modeling and inference for electricity markets (2010)Volatility Spillovers in Energy Markets (2019)Does economic policy uncertainty drive volatility spillovers in electricity markets: Time and frequency evidence (2022)MONEY, INCOME, AND CAUSALITY (1972)Comparing alternative tests of causality in temporal systems (1983)Some recent development in a concept of causality (1988)Consciousness and Complexity (1998)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series2,070 cited
  • 2009Integration and shock transmissions across European electricity forward markets117 cited

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